CME Canadian Dollar Future September 2011

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Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary Previous Current 27-Dec-2010 28-Dec-2010 Change Change % Previous Week Open 0.9861 0.9949 0.0088 0.9% 0.9740 High 0.9861 0.9949 0.0088 0.9% 0.9862 Low 0.9861 0.9949 0.0088 0.9% 0.9740 Close 0.9861 0.9934 0.0073 0.7% 0.9849 Range ATR 0.0043 0.0046 0.0003 7.6% 0.0000 Volume 3 3 0 0.0% 109
Daily Pivots for day following 28-Dec-2010 Classic Woodie Camarilla DeMark R4 0.9944 0.9939 0.9934 R3 0.9944 0.9939 0.9934 R2 0.9944 0.9944 0.9934 R1 0.9939 0.9939 0.9934 0.9942 PP 0.9944 0.9944 0.9944 0.9945 S1 0.9939 0.9939 0.9934 0.9942 S2 0.9944 0.9944 0.9934 S3 0.9944 0.9939 0.9934 S4 0.9944 0.9939 0.9934	Weekly Pivots for week ending 24-Dec-2010 Classic Woodie Camarilla DeMark R4 1.0183 1.0138 0.9916 R3 1.0061 1.0016 0.9883 R2 0.9939 0.9939 0.9871 R1 0.9894 0.9894 0.9860 0.9917 PP 0.9817 0.9817 0.9817 0.9828 S1 0.9772 0.9772 0.9838 0.9795 S2 0.9695 0.9695 0.9827 S3 0.9573 0.9650 0.9815 S4 0.9451 0.9528 0.9782
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9949 0.9755 0.0194 2.0% 0.0013 0.1% 92% True False 18 10 0.9949 0.9740 0.0209 2.1% 0.0020 0.2% 93% True False 24 20 0.9949 0.9676 0.0273 2.7% 0.0020 0.2% 95% True False 39 40 0.9949 0.9664 0.0285 2.9% 0.0017 0.2% 95% True False 31
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 0.9949 2.618 0.9949 1.618 0.9949 1.000 0.9949 0.618 0.9949 HIGH 0.9949 0.618 0.9949 0.500 0.9949 0.382 0.9949 LOW 0.9949 0.618 0.9949 1.000 0.9949 1.618 0.9949 2.618 0.9949 4.250 0.9949
Fisher Pivots for day following 28-Dec-2010 Pivot 1 day 3 day R1 0.9949 0.9914 PP 0.9944 0.9894 S1 0.9939 0.9874

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